This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Batman: The Brave and the Bold
Commented on in "Invasion of the Secret Santas!", when Batman hurls an exploding Batarang at an evil robot Santa, which catches fire and burns down to a metal skeleton— while continuing to march at him and ho-ho-ho:
Fun Haus: Gee, that won't give kids nightmares, will it?
And if that wasn't enough, he even challenges Batman to find a hidden bomb before it destroys the town and Christmas! He was lying.
"Shadow of the Bat!" seems calculated to give the audience a good scare. Vampire Batman is ruthless and savage (he even takes out Alfred), and the sound of him chomping down on people is remarkably unpleasant.
The original Emperor Joker comic series was actually even worse, because the repeated deaths ended up mentally breaking Batman, and Superman had to erase his memories just so he'd be able to return to himself.
Then there's the episode in which Batman goes back in time to meet Sherlock Holmes and Etrigan the Demon and try to stop Jack the Ripper AKA Gentleman Jim Craddock from draining the life out of unluchy women to summon forth afiend from Hell to gain supernatural powers. Batman tries to warn Craddock that he doesn't know what is actually going to happen but is ignored. At the very end we see the ghostly Craddock standing over his grave, in his usual Edwardian finery, his body as always invisible, until the lightning flashes and we see him as he truly is: a rotted and demonic-looking corpse.
And it's all made even more fiendish by the dialogue between Craddock and the conjured demon:
The Brain in a Jar in "Creature Commandos: A War That Time Forgot" - enough said.
In-Universe: Batman revealing himself to Joe Chill, for Joe Chill. Imagine that you orphaned a little kid. Now, 30 years later, imagine that you're in a fight with one of the most dangerous people on the planet, who's constantly defeating crazed villains, super natural foes, and advanced technologies of all kinds. He bypasses a room full of that kind of crazy just to single you out. Why? Because he's the kid you orphaned, and he HATES you. That. Damn. Much.
To make it worse, said room full of crazy now hates you too for creating their sworn enemy, and they'll do MUCH MORE than he will.
In the context of Batman, imagine how terrifying this would be. You kill a boy's parents, and the boy spends the next thirty years obsessing over this one act. He trains and trains, until he is considered one of the deadliest mortals on the planet. And now he's here, and he's mad, and he wants to hurt you. Almost immediately afterward, so do the enemies he's made because you're responsible for making him who he is, and they'll do it more than he does.
STARRO. It latches onto your face, takes complete control of you...oh, and there are at least billions and have taken over almost every person in the world making them only able to speak the Madness Mantra of "Starro Lives". More and more keep getting made and worse, even killing the giant main Starro and taking off the Starros from everyone does not end its threat...no, Starro's Dragon just merges all of the excess Starros into a giant Starro creature with which he nearly uses to destroy Earth. Why? Because he enjoys destroying things! He even became Starro's herald just so Starro would destroy his world, because it was a peaceful utopia!
Every member of the Injustice Society, but especially Scarlet Scarab (alternate Jaime Reyes). What could have happened to turn him from good-hearted kid to gleeful sadist— or was he always like that?
If the Mirror Universe of the show is anything like the one from the comics, yes, he was born that way, because in that universe, evil is the dominant force of the universe.
Kanjar Ro's torture of the little Gibbles from Rise of The Blue Beetle! The worst part is how many of the poor things he's already gone through.
Bat-Mite kidnapping Batman and throwing him in the 5th dimension after Bats unknowingly insulted him. As funny as Bat-Mite is, his perfect willingness to kill his former favorite hero is creepy as hell.
Bat-Mite: If you won't be my hero, I'll make you my toy. And just like all toys, I'll play with you till you break!
The massive Syndrome vibe. Syndrome's origins was dark enough, now if it happened to a omnipotent reality warper?
Black Mask in general, but especially that voice.
The Faceless Hunter, from Batman: The Brave and the Bold. Holy hell, this thing is a monster. He roams the universe, finding worlds that his master, Starro can conquer, by attaching horrible mind-control probes to their faces. He's a physical god, can teleport, turn invisible, and has a terrifying arsenal of traps and weapons. He spends most of the series tracking, defeating and mind-raping the various DC heroes. And if you can't be posessed by a Starro spore? He'll horribly kill you. It get's worse though. How and why did he become Starro's herald? He asked Starro to destroy his homeworld, because his people were pacifists. It's pretty bad when a world-conqueror makes you look good by comparison. And the creepiest John DiMaggio voice imagineable doesn't help matters.
"Mayhem of the Music Meister" can be terrifying when you give it some thought. A villain who can control your mind by singing and make you commit crime while under his sway? Not terrifying at all. Not to mention that he almost wins.